John Hull, Risk Management and Financial Institution, Prentice Hall; 5th edition (2018)

Michel Crouhy, Dan Galai, Robert Mark, Risk Management, McGraw-Hill
Alexander J. McNeil, Rudiger Frey, Paul Embrechts, Quantitative Risk Management, Concepts, Techniques and Tools, Princeton Series in Finance; (2005)
The Website of John Hull: www.rotman.utoronto.ca/~hull